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AMUSX vs. RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMUSX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds U.S. Government Securities Fund (AMUSX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

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AMUSX vs. RERGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMUSX
American Funds U.S. Government Securities Fund
-0.80%7.55%0.63%2.79%-11.50%-0.84%9.44%5.03%0.64%1.54%
RERGX
American Funds EuroPacific Growth Fund Class R-6
-5.45%29.34%3.00%16.11%-22.77%2.84%25.27%27.40%-17.33%31.19%

Returns By Period

In the year-to-date period, AMUSX achieves a -0.80% return, which is significantly higher than RERGX's -5.45% return. Over the past 10 years, AMUSX has underperformed RERGX with an annualized return of 1.11%, while RERGX has yielded a comparatively higher 7.68% annualized return.


AMUSX

1D
0.59%
1M
-2.29%
YTD
-0.80%
6M
0.26%
1Y
3.32%
3Y*
2.41%
5Y*
-0.07%
10Y*
1.11%

RERGX

1D
-0.16%
1M
-12.20%
YTD
-5.45%
6M
-0.97%
1Y
19.17%
3Y*
10.00%
5Y*
3.13%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMUSX vs. RERGX - Expense Ratio Comparison

AMUSX has a 0.61% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Return for Risk

AMUSX vs. RERGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMUSX
AMUSX Risk / Return Rank: 4444
Overall Rank
AMUSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AMUSX Sortino Ratio Rank: 4040
Sortino Ratio Rank
AMUSX Omega Ratio Rank: 2929
Omega Ratio Rank
AMUSX Calmar Ratio Rank: 6767
Calmar Ratio Rank
AMUSX Martin Ratio Rank: 4343
Martin Ratio Rank

RERGX
RERGX Risk / Return Rank: 5757
Overall Rank
RERGX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RERGX Sortino Ratio Rank: 6060
Sortino Ratio Rank
RERGX Omega Ratio Rank: 5656
Omega Ratio Rank
RERGX Calmar Ratio Rank: 5454
Calmar Ratio Rank
RERGX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMUSX vs. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds U.S. Government Securities Fund (AMUSX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AMUSXRERGXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.10

-0.27

Sortino ratio

Return per unit of downside risk

1.25

1.52

-0.27

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

1.52

1.27

+0.26

Martin ratio

Return relative to average drawdown

4.40

4.87

-0.47

AMUSX vs. RERGX - Sharpe Ratio Comparison

The current AMUSX Sharpe Ratio is 0.83, which is comparable to the RERGX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of AMUSX and RERGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMUSXRERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.10

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.19

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.46

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.37

+0.47

Correlation

The correlation between AMUSX and RERGX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

AMUSX vs. RERGX - Dividend Comparison

AMUSX's dividend yield for the trailing twelve months is around 3.63%, less than RERGX's 14.76% yield.


TTM20252024202320222021202020192018201720162015
AMUSX
American Funds U.S. Government Securities Fund
3.63%3.97%4.19%3.44%2.01%1.05%4.92%2.79%1.72%1.32%2.30%2.84%
RERGX
American Funds EuroPacific Growth Fund Class R-6
14.76%13.95%4.96%3.95%2.02%10.19%0.41%3.14%3.17%4.99%1.64%3.43%

Drawdowns

AMUSX vs. RERGX - Drawdown Comparison

The maximum AMUSX drawdown since its inception was -17.48%, smaller than the maximum RERGX drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for AMUSX and RERGX.


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Drawdown Indicators


AMUSXRERGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.48%

-37.30%

+19.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-12.52%

+9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.84%

-37.30%

+20.46%

Max Drawdown (10Y)

Largest decline over 10 years

-17.48%

-37.30%

+19.82%

Current Drawdown

Current decline from peak

-3.68%

-12.52%

+8.84%

Average Drawdown

Average peak-to-trough decline

-2.75%

-9.28%

+6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

3.25%

-2.23%

Volatility

AMUSX vs. RERGX - Volatility Comparison

The current volatility for American Funds U.S. Government Securities Fund (AMUSX) is 1.60%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 6.59%. This indicates that AMUSX experiences smaller price fluctuations and is considered to be less risky than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMUSXRERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

6.59%

-4.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

11.23%

-8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

16.21%

-11.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

16.43%

-10.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

16.78%

-11.95%